+0.2%
TSM vs MARA
-44.7%
+44.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.7% |
| 7D | +6.2% | +10.1% | -3.9% | +2.9% |
| 30D | -7.3% | -15.1% | +7.8% | -3.5% |
| 3M | -7.1% | -24.1% | +17.0% | -2.8% |
| 6M | +0.2% | -45.2% | +45.4% | +15.1% |
| All | +0.2% | -44.7% | +44.9% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded MARA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling